Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 0.016019 0.018138 0.020450 0.023163 0.026263 0.029700 0.033805
2024-11-03 0.013025 0.015987 0.019506 0.024008 0.029635 0.036463 0.045412
2024-11-10 0.011365 0.014717 0.018933 0.024651 0.032247 0.042051 0.055761
2024-11-17 0.010178 0.013767 0.018494 0.025222 0.034622 0.047397 0.066256
2024-11-24 0.008976 0.012596 0.017555 0.024905 0.035628 0.050863 0.074436
2024-12-01 0.008041 0.011658 0.016787 0.024673 0.036631 0.054313 0.082863
2024-12-08 0.007280 0.010870 0.016125 0.024474 0.037591 0.057714 0.091508
2024-12-15 0.006842 0.010504 0.016026 0.025082 0.039800 0.063187 0.103983
2024-12-22 0.006265 0.009862 0.015433 0.024833 0.040585 0.066433 0.113112
2024-12-29 0.005991 0.009665 0.015508 0.025649 0.043166 0.072843 0.128331
2025-01-05 0.005420 0.008931 0.014647 0.024811 0.042841 0.074253 0.134808
2025-01-12 0.005008 0.008424 0.014109 0.024463 0.043312 0.077063 0.144108
2025-01-19 0.004531 0.007774 0.013288 0.023565 0.042750 0.078033 0.150208
2025-01-26 0.004386 0.007690 0.013441 0.024433 0.045526 0.085474 0.169888
2025-02-02 0.004221 0.007552 0.013481 0.025087 0.047952 0.092487 0.189567
2025-02-09 0.004058 0.007404 0.013486 0.025669 0.050286 0.099551 0.210237
2025-02-16 0.003789 0.007035 0.013048 0.025346 0.050770 0.102915 0.223334
2025-02-23 0.003555 0.006714 0.012673 0.025110 0.051398 0.106627 0.237650
2025-03-02 0.003346 0.006422 0.012332 0.024907 0.052070 0.110488 0.252775
2025-03-09 0.003245 0.006337 0.012387 0.025527 0.054564 0.118573 0.278885
2025-03-16 0.003059 0.006064 0.012045 0.025273 0.055108 0.122350 0.295049
2025-03-23 0.002996 0.006037 0.012199 0.026104 0.058169 0.132210 0.327686
2025-03-30 0.002775 0.005668 0.011614 0.025250 0.057269 0.132679 0.336306